Text icon 'UFR' standing for University of Freiburg
Chair of Statistics and Econometrics
Seal element of the university of freiburg in the shape of a clover

Seminar in Empirical Finance (2026)

Coordinator

Prof. Dr. Roxana Halbleib

Language

English

Credits

6 ECTS

Important Information

After registering in HISinOne, please send your transcript of records to Ms Conny Hupfer.

Please be sure to read our mandatory rules and guidelines for writing and presenting a seminar paper which can be found here.

Rules for Registration and Deregistration

Please note the revised mandatory procedure for seminar registrations. Starting with the summer semester 2026, seminar enrollment and deregistration will be carried out exclusively through a unified registration system in HISinOne (similar to how you register for lectures).

Please note the deadlines and the date of the first seminar meeting:

  • 1  March 2026 – 12 April 2026: Seminar Enrolment
    Students can register for the seminar in HISinOne. Seats are allocated on a first‑come, first‑served basis with an automatic waiting list.
  • 13 April 2026 – 24 April 2026: Allocation of Remaining Seats
    Seminar places that remain unfilled after the first round will be made available again in a second phase via HISinOne.
  • The first meeting will take place in person on 20 April 2026 at 10:00 a.m. in room 01012, Rempartstr. 16, 1st floor. In this meeting, we will present you the exact topics you can choose from for the seminar.
  • Please write an email to Ms Conny Hupfer after the first meeting until 22 April 2026 with the first two topics you choose (in preference order) and with the name of your co-worker.
  • You will be assigned a topic on 23 April 2026.
  • Students have time until 24 April 2026 to deregister from the seminar. If you deregister after this deadline you will receive the grade 5.0.

Presentation Meetings

The presentations will take place in person on September 30, 2026. Further information will be provided soon.

Qualification Target

The goal of this seminar is to acquaint master students with modern econometric methods and their applications to research questions related to financial econometrics, quantitative risk management, high-dimensional and high-frequency finance as well as machine learning in empirical finance.

Contents

The seminar addresses mainly topics in applied financial econometrics. The topics vary each year.

On each topic, students (single or in a group of two) have to write a term paper, in which they apply a novel and/or advanced econometric method to solve real economic problems by undergoing a complex empirical analysis on real (usually big) financial data and by self-programming the codes for the empirical study. The topics can be individually adapted to allow for being pursued further in a subsequent master thesis.

Requirements

  • Successful completion of the classes Intermediate Econometrics
  • Good knowledge in a programming language (R, Python, Matlab, etc.)
  • Parallel enrollment or the successful completion of Financial Time Series Analysis or any other econometrics related class
  • (On demand, we also could provide the videos of the lectures “Financial Econometrics“, “Time Series Analysis“, and “Advanced Topics in Econometrics” from the COVID time period.)

    It is highly recommended and desired that two students work on a topic jointly.

Literature

The list of literature is provided for each topic during the first meeting at the beginning of the semester.

Examination Type

  • Seminar paper (to be submitted one week before the presentation sessions)
  • Classroom presentation of the seminar paper
  • The final grade is built from the grade of the seminar paper (40%) and the one of the presentation (60%). To pass, you need to get at least 4.0 for each.

Target Group

The course can be chosen as an elective 6 ECTS course in:

  • M.Sc. BWL (Volkswirtschaftslehre / Quantitative Methoden / Wirtschaftsinformatik)
  • M.Sc. VWL (Accounting, Finance and Taxation / Business Analytics / Constitutional Economics and Competition Policy / Empirical Economics / Network Economics and IT Risk Management)
  • M.Sc. in Economics (Finance / Information Systems and Network Economics / Digital Markets)